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On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)

dc.contributor.authorMerton, Robert C.
dc.contributor.authorBillio, Monica
dc.contributor.authorGetmansky, Mila
dc.contributor.authorGray, Dale
dc.contributor.authorLo, Andrew W.
dc.contributor.authorPelizzon, Loriana
dc.date.accessioned2014-10-09T16:21:33Z
dc.date.available2014-10-09T16:21:33Z
dc.date.issued2013-03
dc.identifier.issn0015-198X
dc.identifier.issn1938-3312
dc.identifier.urihttp://hdl.handle.net/1721.1/90828
dc.description.abstractAt the fifth annual CFA Institute European Investment Conference on 19 October 2012 in Prague, Robert C. Merton gave a presentation on analyzing and managing macrofinancial risk. This article is based on his talk and on research he carried out with his coauthors.en_US
dc.language.isoen_US
dc.publisherCFA Instituteen_US
dc.relation.isversionofhttp://dx.doi.org/10.2469/faj.v69.n2.5en_US
dc.rightsCreative Commons Attribution-Noncommercial-Share Alikeen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/4.0/en_US
dc.sourceProf. Lo via Alex Caracuzzoen_US
dc.titleOn a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)en_US
dc.typeArticleen_US
dc.identifier.citationMerton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon. “On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected October 2013).” Financial Analysts Journal 69, no. 2 (March 2013).en_US
dc.contributor.departmentSloan School of Managementen_US
dc.contributor.mitauthorMerton, Robert C.en_US
dc.contributor.mitauthorLo, Andrew W.en_US
dc.relation.journalFinancial Analysts Journalen_US
dc.eprint.versionAuthor's final manuscripten_US
dc.type.urihttp://purl.org/eprint/type/JournalArticleen_US
eprint.statushttp://purl.org/eprint/status/PeerRevieweden_US
dspace.orderedauthorsMerton, Robert C.; Billio, Monica; Getmansky, Mila; Gray, Dale; Lo, Andrew W.; Pelizzon, Lorianaen_US
dc.identifier.orcidhttps://orcid.org/0000-0003-2944-7773
dc.identifier.orcidhttps://orcid.org/0000-0003-1133-2484
mit.licenseOPEN_ACCESS_POLICYen_US
mit.metadata.statusComplete


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